Question: 9 0 / 1 point You are attempting to value a call option with an exercise price of $ 1 0 0 and one year

9
0/1 point
You are attempting to value a call option with an exercise price of $100 and one year to expiration. The underlying stock price pays no dividends, its current price is $100, and you believe it has a 50% chance of increasing to $120 and a 50% chance of decreasing to $80 in a year's time. The risk-free rate of interest is 10%. What is the value of the call option? If necessary, round your answer to the nearest cent.
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9 0/1 point You are attempting to value a call option

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